Search Results - "Cifter, Atilla"

The relationship between Google search interest for pulmonary symptoms and COVID-19 cases using dynamic conditional correlation analysis by Cinarka, Halit, Uysal, Mehmet Atilla, Cifter, Atilla, Niksarlioglu, Elif Yelda, Çarkoğlu, Aslı

“…This study aims to evaluate the monitoring and predictive value of web-based symptoms (fever, cough, dyspnea) searches for COVID-19 spread. Daily search…”
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Stock returns, inflation, and real activity in developing countries: A Markov-switching approach by Cifter, Atilla

“…This paper empirically investigates the relationship between real stock returns, inflation, and real activity using the Markov-switching dynamic regression…”
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Working capital management and firm performance in the hospitality and tourism industry by Chambers, Nurgul, Cifter, Atilla

“…The aim of this study is to provide empirical evidence concerning the effects of working capital on firm performance in the hospitality and tourism industry…”
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Forecasting electricity price volatility with the Markov-switching GARCH model: Evidence from the Nordic electric power market by Cifter, Atilla

“…•I forecasted electricity price behavior with the MS-GARCH in the Nordic electric power market.•Electricity price volatility is not only highly volatile but…”
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Bank concentration and non-performing loans in Central and Eastern European countries by Çifter, Atilla

“…This paper examines the effect of bank concentration on the non-performing loans (NPLs) for ten Central and Eastern European (CEE) countries. The short-run…”
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Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets by Cifter, Atilla

“…This paper introduces wavelet-based extreme value theory (EVT) for univariate value-at-risk estimation. Wavelets and EVT are combined for volatility…”
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Portfolio Value-at-Risk with Time-Varying Copula: Evidence from Latin America by ., Alper Ozun, ., Atilla Cifter

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Multi-scale Causality Between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey by Alper Ozun, Atilla Cifter

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Industrial Production as a Credit Driver in Banking Sector: An Empirical Study With Wavelets by Alper Ozun, Atilla Cifter

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Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets by Silahli, Baykar, Dingec, Kemal Dincer, Cifter, Atilla, Aydin, Nezir

“…•Two-sided Weibull distribution is suggested for multivariate portfolio-value-at-risk estimation.•This new portfolio risk model is applied to a cryptocurrency…”
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Changes in the Number of Newly Diagnosed Lung Cancer Patients Before and During the COVID-19 Pandemic: A Single-Center Experience by Gul, Sule, Uysal, Mehmet Atilla, Cifter, Atilla, Niksarlioglu, Elif Yelda Ozgun, Bilici, Deniz

“…OBJECTIVE: The coronavirus disease-2019 pandemic has affected the entire health system and patients other than coronavirus-infected patients. Hospital…”
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Gender differences in macroeconomic expectations: evidence from Turkey by Cifter, Atilla, Teker, Dilek

“…The aim of this study is to examine how men and women’s expectations differ about macroeconomic outlook. We examine whether there exist similarities or…”
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Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis by Cifter, Atilla, Akay, Gokhan H., Doğan, F. İrem

“…This article analyzes the effect of oil prices on real stock returns in the MENA countries. We use a panel of stock indexes from nine MENA countries: Saudi…”
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Exchange rate exposure at the firm and industry levels: Evidence from Turkey by Akay, Gokhan H., Cifter, Atilla

“…The purpose of this study is to examine industry-weighted exchange rate exposure at the firm and industry level for Turkish plants. We use an unbalanced panel…”
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Turkish tourism, exchange rates and income by Akay, Gokhan H., Cifter, Atilla, Teke, Ozdemir

“…This study examines the effects of the exchange rate and income on Turkish tourism trade balance (TB) using quarterly data for the period 1998–2011. The…”
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Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey by Cifter, Atilla, Yilmazer, Sait, Cifter, Elif

“…In this paper, we investigate the relationship between industrial production and sectoral credit defaults (non-performing loans ratio) cycle by wavelet network…”
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A wavelet network model for analysing exchange rate effects on interest rates by Ozun, Alper, Cifter, Atilla

“…Purpose - This research paper aims to discuss the effects of exchange rates on interest rates by using wavelet network methodology, which is a combination of…”
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Modeling long-term memory effect in stock prices by Ozun, Alper, Cifter, Atilla

“…Purpose - This paper, using Turkish stock index data, set outs to present long-term memory effect using chaotic and conventional unit root tests and…”
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Modeling longterm memory effect in stock prices by Ozun, Alper, Cifter, Atilla

“…Purpose This paper, using Turkish stock index data, set outs to present longterm memory effect using chaotic and conventional unit root tests and investigate…”
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Estimating the effect of inflatıon on stock returns using regimedependent impulse response analysis by Çifter,Atilla

“…This study investigates the effect of inflation on stock market in South Africa with regime-dependent impulse response analysis. Nonlinear regime-dependent…”
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